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Quantopian Research: Your Backtesting Data Meets IPython Notebook

We are hard at work building a new tool: a hosted research environment for analyzing our curated datasets, your Quantopian algorithms, and your backtest results.

For those of you who followed Quantopian's progress the last few years, you have seen our offering evolve from a backtesting platform, to a backtesting and live trading environment.

And now we're ready for the next step. During the course of building both of these features we have gotten lots and LOTS of requests for more flexible data access, for the ability to do custom plotting, and post-hoc analyses on backtest results. So we're creating a whole new environment to support iterative research and data exploration.

We chose the IPython notebook as the backbone for this platform and we have just gotten started building basic APIs to access our 12+ year minute (or daily) bar pricing data set.

We are very excited about the feedback we've received and have decided to open up beta registrations. If you are interested in being a beta user for the research environment, sign up here or register to attend a sneak peek webinar on Tuesday September 30th to learn more.

 

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